EE6150 Tutorial 6 Instructor: TG Venkatesh

Problem 1. Let {N (t), tϵ(0, ∞]} be a Poisson Process with intensity λ = 2, let X1 , X2 , be
the corresponding interval times.

1. Find the probability that the first arrival occurs after t = 0.5.

2. Given that we have had no arrivals before t = 1, find P (X1 > 3).

3. Given that the third arrival occurs at t = 2, find the probability that fourth arrival
occurs after t = 4.

4. I start watching the process at time t = 10. Let T be the time of first arrival that I
see. Find the expected value and variance of T.

5. I start watching the process at time t = 10. Let T be the time of first arrival that I
see. Find the conditional expectation and conditional variance of T given that I am
informed that the last arrival occured at time t = 9.

Problem 2. The Number of failures N (t), which occur in a computer network over the
time interval (0,t] can be described by a homogeneous Poisson process {N (t), t ≥ 0}. On an
average, there is a failure after every 4 hours.

1. What is the probability of at most 1 failure in (0, 8], at least 2 failures in (8, 16], and
at most 1 failure in (16, 24](time unit: hour)?

2. What is the probability that the third failure occurs after 8 hours?

Problem 3. Let N1 (t) and N2 (t) be two independent Poisson Processes with rates λ1 = 1
and λ2 = 2, respectively. Let N(t) be the merged process such that N (t) = N1 (t) + N2 (t)

1. Find the probability that N (1) = 2 and N (2) = 5.

2. Given that N (1) = 2, find the probability that N1 (1) = 1.

Problem 4. Let N1 (t) and N2 (t) be two independent Poisson processes with rates λ1 = 1
and λ2 = 2, respectively. Find the probability that the second arrival in N1 (t) occurs before
the third arrival in N2 (t).

Problem 5. Customers arrive at a bank according to a Poisson process with rate 20 cus-
tomers per minute. Suppose that two customers arrived during the first hour. What is the
probability that at least one arrived during the first 20 minutes?

Problem 6. Events occur according to a Poisson process with 2 expected occurrences per
hour. Calculate the probability that the time of the occurrence of the second event is after
one hour.

Problem 7. Tom finds coins on his way to work at a Poisson rate of 0.5 coins/minute. The
denominations are randomly distributed:

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EE6150 Tutorial 6 Instructor: TG Venkatesh

• 60% of the coins are worth 1 each

• 20% of the coins are worth 5 each

• 20% of the coins are worth 10 each

Calculate the probability that in the first ten minutes of his walk he finds at least 2 coins
worth 10 each, and in first twenty minutes finds at least 3 coins worth 10 each.

Problem 8. Suppose that the number of customers visiting a fast food restaurant in a
given time interval T is N P oisson(µ). Assume that each customer purchases a drink with
probability p, independently from the other customers, and independently from the value of
N. Let X be the number of customers who purchase drinks in that interval. Also let Y be
the number of customers that do not purchase drinks; so X + Y = N.

1. Find the marginal PMF of X and Y.

2. Find the joint PMF of X and Y

3. Are X and Y independent?

Problem 9. For a non-homogeneous Poisson process the intensity function is given by

(
10 f or t in (0, 21 ], (1, 23 ], ....
λ(t) =
2 f or t in ( 12 , 1], ( 32 , 2], ....

1. How many occurrences are expected in the time period (0,1]? During (0,3/2]?

2. If S10 = 0.45 is given, calculate the probability that S11 > 0.75